Car: 2007 Toyota 4Runner (SR5 V8, full-time AWD, 147,500 miles) 

Hello,

Two months ago the front wheel calipers seized up and caused my steering wheel to shake heavily, so I replaced the calipers and rotors for both wheels at the dealership. When I got the car back there was no more shaking so I thought the problem was solved. Until now. 

Took the car on a short trip this Monday. About 350 miles or 4-5 hours of highway driving. I remember rolling down the window while stuck in downtown traffic and catching a whiff of burning smell. Back then I didn't think too much of it since it could've easily been something else. The car's acceleration/response felt rather sluggish at high RPM, which I suspect could be because the car needs an oil change. 

I found this odd (the smell), so when I got home I ran my hands over the front calipers (especially where the brake pads meet the rotor surface) and found this: 

My questions are the following: 

1. This can't be normal, correct? These calipers are supposed to be NEW. What could this possibly be -- caliper grease? (Think I saw a slightest hint of blue, like antifreeze.) I swear it seems to me like gear oil sludge. Back in April I was never told the front wheels were leaking oil, and all this time there weren't any visible leaks on the front wheels. 
2. Are new calipers supposed to be greased? Sounds crazy but I've felt the calipers on other people's cars and they were dry. 

Doc, help! My bleeding still won't stop... 

JYS